Trading Metrics calculated at close of trading on 08-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
1,353.5 |
1,349.1 |
-4.4 |
-0.3% |
1,323.8 |
High |
1,357.6 |
1,353.9 |
-3.7 |
-0.3% |
1,334.0 |
Low |
1,346.9 |
1,339.1 |
-7.8 |
-0.6% |
1,305.5 |
Close |
1,349.2 |
1,341.6 |
-7.6 |
-0.6% |
1,326.7 |
Range |
10.7 |
14.8 |
4.1 |
38.3% |
28.5 |
ATR |
17.3 |
17.2 |
-0.2 |
-1.0% |
0.0 |
Volume |
151,823 |
182,893 |
31,070 |
20.5% |
895,356 |
|
Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.3 |
1,380.2 |
1,349.7 |
|
R3 |
1,374.5 |
1,365.4 |
1,345.7 |
|
R2 |
1,359.7 |
1,359.7 |
1,344.3 |
|
R1 |
1,350.6 |
1,350.6 |
1,343.0 |
1,347.8 |
PP |
1,344.9 |
1,344.9 |
1,344.9 |
1,343.4 |
S1 |
1,335.8 |
1,335.8 |
1,340.2 |
1,333.0 |
S2 |
1,330.1 |
1,330.1 |
1,338.9 |
|
S3 |
1,315.3 |
1,321.0 |
1,337.5 |
|
S4 |
1,300.5 |
1,306.2 |
1,333.5 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.6 |
1,395.6 |
1,342.4 |
|
R3 |
1,379.1 |
1,367.1 |
1,334.5 |
|
R2 |
1,350.6 |
1,350.6 |
1,331.9 |
|
R1 |
1,338.6 |
1,338.6 |
1,329.3 |
1,344.6 |
PP |
1,322.1 |
1,322.1 |
1,322.1 |
1,325.1 |
S1 |
1,310.1 |
1,310.1 |
1,324.1 |
1,316.1 |
S2 |
1,293.6 |
1,293.6 |
1,321.5 |
|
S3 |
1,265.1 |
1,281.6 |
1,318.9 |
|
S4 |
1,236.6 |
1,253.1 |
1,311.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
19.4 |
1.4% |
69% |
False |
False |
205,965 |
10 |
1,357.6 |
1,305.5 |
52.1 |
3.9% |
17.1 |
1.3% |
69% |
False |
False |
197,903 |
20 |
1,364.3 |
1,305.5 |
58.8 |
4.4% |
16.1 |
1.2% |
61% |
False |
False |
187,738 |
40 |
1,374.2 |
1,305.5 |
68.7 |
5.1% |
16.7 |
1.2% |
53% |
False |
False |
152,107 |
60 |
1,384.4 |
1,259.1 |
125.3 |
9.3% |
19.8 |
1.5% |
66% |
False |
False |
107,279 |
80 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.9 |
1.4% |
76% |
False |
False |
82,036 |
100 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.8 |
1.4% |
76% |
False |
False |
66,341 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.2% |
18.4 |
1.4% |
76% |
False |
False |
55,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.8 |
2.618 |
1,392.6 |
1.618 |
1,377.8 |
1.000 |
1,368.7 |
0.618 |
1,363.0 |
HIGH |
1,353.9 |
0.618 |
1,348.2 |
0.500 |
1,346.5 |
0.382 |
1,344.8 |
LOW |
1,339.1 |
0.618 |
1,330.0 |
1.000 |
1,324.3 |
1.618 |
1,315.2 |
2.618 |
1,300.4 |
4.250 |
1,276.2 |
|
|
Fisher Pivots for day following 08-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
1,346.5 |
1,341.6 |
PP |
1,344.9 |
1,341.6 |
S1 |
1,343.2 |
1,341.6 |
|